.mig_mle {mig}R Documentation

Maximum likelihood estimation of multivariate inverse Gaussian vectors

Description

The maximum likelihood estimators are obtained for fixed shift vector \boldsymbol{a} and half-space vector \boldsymbol{\beta}.

Usage

.mig_mle(x, beta, shift)

Arguments

x

n by d matrix of quantiles

beta

d vector \boldsymbol{\beta} defining the half-space through \boldsymbol{\beta}^{\top}\boldsymbol{\xi}>0

shift

d translation for the half-space \boldsymbol{a}

Value

a list with components:


[Package mig version 2.0 Index]